He refused to say what he had been doing there and climbed into a chauffeur-driven car.

Last year a tabloid newspaper reported that a Premier League manager had been caught visiting a brothel, but did not name him or identify the location.

At the time, the newspaper blamed “creeping privacy laws” for preventing it from publishing further details.

It followed a number of cases in which wealthy and famous individuals had successfully used the Human Rights Act to gag the media.

But a landmark ruling by Mr Justice Tugendhat last week swung the pendulum back in favour of freedom of speech, when he revoked an injunction granted to John Terry, the Chelsea and England captain, which had blocked reporting of his extra-marital affair.

Mr Justice Tugendhat commented that while “freedom to live as one chooses” was a valuable principle, “so is the freedom to criticise – within the limits of the law – the conduct of other members of society as being socially harmful or wrong”.

In recent weeks, Mr Grant’s name has been widely circulated on the internet, with more than 10,000 references to the brothel visit on various websites, and The Daily Telegraph has established independently that he is the manager in question.

This week Mr Grant, 54, declined to answer questions about the brothel visit which were put to him via his solicitor.

The brothel, which is a short drive from Portsmouth’s training ground in Eastleigh, Hants, is housed in an anonymous industrial unit in the village of Horton Heath.

A spokesman for Hampshire Police said: “We are aware of certain allegations that have been made in connection with that location.

"There is nothing to evidence the allegations at the moment.”

But a source close to the investigation confirmed that it was “active”, adding: “We want to speak to people who have been there, to clients who might be potential witnesses.”

Prostitution is not against the law in the UK, nor is using the services of a prostitute in a private place, but keeping a brothel is illegal under the Sexual Offences Act 2003, and carries a maximum prison sentence of seven years.